Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47492.34 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46097.49 Kr¶

PnL: ---------------------------------------> -791.08 Kr¶

DD now: ---------------------------------> -2.339 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:41:45.159201'

Anic Portfolio¶

Today¶

Return: -0.794 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week¶

Return: -1.383 %¶

Total¶

Return: 55.478 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.500000 2754.500000 118.500000 4.500000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.280000 426.600000 71.600000 20.170000 355.000000
Corem Property Group B 59 -2.150000 643.690000 66.690000 11.560000 576.999999
HMS Networks 2 -0.670000 710.800000 37.800000 5.620000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.590000 547.600000 15.600000 2.930000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.690000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.340000 585.640000 11.640000 2.030000 573.999998
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Boozt 12 1.690000 1658.400000 4.400000 0.270000 1653.999996
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Essity B 2 -0.520000 577.000000 3.000000 0.520000 574.000000
AcadeMedia 12 0.690000 558.720000 1.720000 0.310000 557.000004
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
MedCap 2 -2.330000 420.000000 -1.000000 -0.240000 421.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.580000 561.150000 -2.850000 -0.510000 564.000000
Securitas B 6 -0.570000 563.760000 -6.240000 -1.090000 570.000000
Nordea Bank Abp 29 -1.350000 3444.040000 -9.960000 -0.290000 3453.999992
CTEK 13 0.840000 517.400000 -16.600000 -3.110000 533.999999
International Petroleum Corp. 5 1.460000 520.000000 -74.570000 -12.540000 594.565215
Vivesto 1368 -4.100000 530.780000 -82.220000 -13.410000 612.999432
SAAB B 8 -0.730000 3276.000000 -101.000000 -2.990000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 0.350000 1549.800000 -114.200000 -6.860000 1663.999992
Axfood 13 -0.510000 3560.700000 -195.300000 -5.200000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -1.200000 2990.000000 -372.000000 -11.060000 3361.999992
TOTAL 46097.490000 -791.080000 -2.3392% 46888.564618

Updated:¶

'2023-01-13 16:41:57.857104'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶